+300.2%
NEM vs APA
-2.8%
+303.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -2.0% |
| 7D | -3.3% | +0.8% | -4.1% | -3.3% |
| 30D | +7.8% | +9.6% | -1.8% | +7.2% |
| 3M | +36.3% | +18.0% | +18.2% | +34.5% |
| 6M | +6.6% | +41.9% | -35.3% | +3.2% |
| YTD | +27.1% | +86.3% | -59.2% | +20.5% |
| 1Y | +62.3% | +97.9% | -35.5% | +52.9% |
| 3Y | +245.1% | +12.8% | +232.3% | +233.1% |
| 5Y | +154.0% | +177.2% | -23.2% | +130.7% |
| All | +300.2% | -2.8% | +303.0% | +266.2% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded APA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling